+284.6%
IBKR vs PRU
+43.3%
+241.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.4% |
| 7D | -3.8% | -3.8% | 0.0% | -1.4% |
| 30D | -0.3% | -2.0% | +1.7% | +0.9% |
| 3M | +4.8% | +14.0% | -9.2% | -4.3% |
| 6M | +30.8% | +27.2% | +3.5% | +10.7% |
| YTD | +39.5% | +9.1% | +30.4% | +30.4% |
| 1Y | +43.7% | +18.1% | +25.6% | +27.1% |
| All | +284.6% | +43.3% | +241.3% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling